Valleytronic properties of monolayer transition metal dichalcogenides have attracted extensive attention owing to its intriguing fundamental physics and potential application for future electronics. Here, we investigate the spin-valley coupling and valley polarization of monolayer chromium dichalcogenides induced by the magnetic proximity effect using first-principle calculations. It is found that monolayer CrX (X = S, Se, and Te) have inherent spin-valley coupling and a sizable Zeeman-type spin splitting near the maximum of valance band. The valley-contrasting characteristics are further clarified by the Berry curvature, which induces a novel spin/valley Hall effect. Finally, CrSe/MnO heterostructure is proposed to introduce valley polarization via a magnetic proximity effect. A primitive valley splitting of 31 meV is induced at the maximum of valance band, corresponding to a Zeeman field of 185 T. More interestingly, the valley splitting could be effectively enhanced over a wide range by an electric field or out-of-plane strain.